|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue January 31, 2012 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar12 |
120131 |
1186.75 |
1204.00 |
1184.25 |
1199.00 |
+13.75 |
60,554 |
186,896 |
-2,744 |
May12 |
120131 |
1196.50 |
1210.50 |
1194.25 |
1208.50 |
+13.25 |
10,034 |
103,669 |
+820 |
Jul12 |
120131 |
1207.00 |
1220.00 |
1204.00 |
1218.00 |
+13.00 |
15,233 |
95,379 |
+671 |
Aug12 |
120131 |
1210.25 |
1217.25 |
1204.00 |
1216.00 |
+12.00 |
370 |
2,423 |
-8 |
Sep12 |
120131 |
1207.50 |
1207.50 |
1198.00 |
1207.50 |
+9.50 |
408 |
1,827 |
+45 |
Nov12 |
120131 |
1195.25 |
1206.50 |
1194.00 |
1201.50 |
+7.00 |
14,020 |
68,136 |
+1,432 |
Jan13 |
120131 |
1207.50 |
1210.50 |
1201.75 |
1210.50 |
+8.75 |
247 |
14,214 |
+59 |
Mar13 |
120131 |
1211.00 |
1215.25 |
1207.25 |
1215.25 |
+8.00 |
170 |
1,629 |
+115 |
May13 |
120131 |
1211.50 |
1214.00 |
1206.25 |
1214.00 |
+7.75 |
156 |
881 |
+46 |
Jul13 |
120131 |
1214.50 |
1217.00 |
1208.75 |
1217.00 |
+8.25 |
79 |
1,220 |
+8 |
Aug13 |
120131 |
1213.00 |
1213.00 |
1206.00 |
1213.00 |
+7.00 |
0 |
2 |
+0 |
Sep13 |
120131 |
1196.25 |
1196.25 |
1189.25 |
1196.25 |
+7.00 |
|
|
|
Nov13 |
120131 |
1177.50 |
1185.00 |
1176.00 |
1183.00 |
+7.00 |
56 |
2,695 |
+10 |
Jan14 |
120131 |
1189.25 |
1190.25 |
1183.25 |
1190.25 |
+7.00 |
1 |
60 |
+0 |
Total Volume and Open Interest |
101,330 |
479,422 |
+456 |
Soybean Meal(CBOT) |
Mar12 |
120131 |
314.00 |
319.50 |
313.40 |
319.30 |
+6.60 |
24,496 |
88,006 |
-1,569 |
May12 |
120131 |
316.40 |
321.50 |
315.60 |
321.30 |
+6.50 |
7,089 |
34,653 |
-437 |
Jul12 |
120131 |
319.70 |
323.90 |
318.30 |
323.90 |
+6.50 |
5,534 |
32,650 |
+731 |
Aug12 |
120131 |
320.10 |
323.30 |
318.80 |
323.30 |
+6.20 |
335 |
6,397 |
+31 |
Sep12 |
120131 |
319.20 |
321.60 |
315.80 |
321.60 |
+5.80 |
296 |
5,736 |
-31 |
Oct12 |
120131 |
314.00 |
317.50 |
314.00 |
317.50 |
+5.10 |
211 |
3,543 |
-37 |
Dec12 |
120131 |
314.00 |
317.00 |
312.10 |
317.00 |
+4.90 |
3,195 |
23,665 |
+703 |
Jan13 |
120131 |
318.50 |
318.50 |
313.60 |
318.50 |
+4.90 |
450 |
2,230 |
+238 |
Mar13 |
120131 |
318.50 |
320.90 |
316.50 |
320.90 |
+4.40 |
631 |
2,804 |
+281 |
May13 |
120131 |
321.40 |
321.40 |
317.40 |
321.40 |
+4.00 |
92 |
1,528 |
+32 |
Total Volume and Open Interest |
42,334 |
202,700 |
-53 |
Soybean Oil(CBOT) |
Mar12 |
120131 |
50.33 |
50.90 |
50.25 |
50.87 |
+0.62 |
42,085 |
145,378 |
-386 |
May12 |
120131 |
50.90 |
51.31 |
50.68 |
51.31 |
+0.62 |
13,012 |
69,171 |
+1,094 |
Jul12 |
120131 |
51.20 |
51.73 |
51.12 |
51.72 |
+0.62 |
6,189 |
49,287 |
+233 |
Aug12 |
120131 |
51.47 |
51.87 |
51.28 |
51.87 |
+0.62 |
320 |
6,365 |
+32 |
Sep12 |
120131 |
51.50 |
52.02 |
51.50 |
52.02 |
+0.62 |
398 |
5,432 |
-26 |
Oct12 |
120131 |
51.82 |
52.08 |
51.50 |
52.08 |
+0.60 |
99 |
5,515 |
-28 |
Dec12 |
120131 |
51.90 |
52.35 |
51.69 |
52.30 |
+0.58 |
3,645 |
29,963 |
+47 |
Jan13 |
120131 |
52.09 |
52.47 |
51.89 |
52.47 |
+0.58 |
88 |
637 |
+67 |
Mar13 |
120131 |
52.72 |
52.72 |
52.14 |
52.72 |
+0.58 |
211 |
868 |
+196 |
May13 |
120131 |
52.82 |
52.82 |
52.24 |
52.82 |
+0.58 |
0 |
135 |
+0 |
Total Volume and Open Interest |
66,052 |
313,758 |
+1,234 |
Canola(WCE) |
Mar12 |
120131 |
519.1 |
520.3 |
516.5 |
519.9 |
+2.7 |
9,613 |
78,866 |
+785 |
May12 |
120131 |
525.0 |
526.3 |
522.8 |
525.8 |
+1.7 |
6,952 |
33,563 |
-431 |
Jul12 |
120131 |
525.1 |
527.0 |
523.6 |
527.0 |
+2.1 |
4,883 |
25,672 |
+2,974 |
Nov12 |
120131 |
504.3 |
505.0 |
500.9 |
504.1 |
+1.8 |
1,240 |
27,318 |
-224 |
Jan13 |
120131 |
508.7 |
510.5 |
508.3 |
510.5 |
+1.8 |
271 |
1,589 |
+264 |
Total Volume and Open Interest |
23,025 |
168,187 |
+3,434 |
Corn(CBOT) |
Mar12 |
120131 |
632.25 |
642.00 |
631.00 |
639.00 |
+7.25 |
142,337 |
424,263 |
-5,138 |
May12 |
120131 |
638.00 |
647.75 |
637.25 |
645.25 |
+7.50 |
30,227 |
241,694 |
+1,262 |
Jul12 |
120131 |
641.50 |
651.25 |
640.75 |
648.75 |
+7.50 |
32,033 |
206,970 |
+1,350 |
Sep12 |
120131 |
587.50 |
596.00 |
587.25 |
593.50 |
+6.25 |
6,837 |
65,777 |
+662 |
Dec12 |
120131 |
564.75 |
573.00 |
564.00 |
569.50 |
+4.75 |
24,774 |
218,146 |
+3,474 |
Mar13 |
120131 |
577.00 |
585.00 |
576.25 |
582.50 |
+5.25 |
355 |
42,010 |
+54 |
May13 |
120131 |
588.00 |
590.00 |
584.75 |
590.00 |
+5.25 |
168 |
2,083 |
+38 |
Jul13 |
120131 |
591.50 |
597.00 |
590.25 |
595.75 |
+5.50 |
165 |
2,672 |
+69 |
Sep13 |
120131 |
560.50 |
568.50 |
560.50 |
568.25 |
+3.25 |
8 |
583 |
+3 |
Dec13 |
120131 |
555.50 |
561.00 |
554.75 |
558.00 |
+3.25 |
419 |
17,319 |
+180 |
Total Volume and Open Interest |
237,427 |
1,223,943 |
+2,031 |
Wheat(CBOT) |
Mar12 |
120131 |
645.00 |
668.00 |
644.75 |
666.00 |
+21.25 |
57,109 |
178,735 |
-879 |
May12 |
120131 |
658.75 |
681.50 |
658.75 |
680.25 |
+21.50 |
14,656 |
94,079 |
+655 |
Jul12 |
120131 |
670.75 |
692.00 |
670.75 |
691.00 |
+19.75 |
13,165 |
95,856 |
-894 |
Sep12 |
120131 |
686.75 |
704.25 |
686.50 |
704.00 |
+17.50 |
1,552 |
30,101 |
-18 |
Dec12 |
120131 |
703.50 |
721.50 |
702.75 |
720.50 |
+17.00 |
4,064 |
54,212 |
+427 |
Mar13 |
120131 |
721.50 |
735.50 |
719.00 |
735.50 |
+16.50 |
58 |
3,804 |
-16 |
Total Volume and Open Interest |
90,680 |
462,475 |
-697 |
Wheat(KCBT) |
Mar12 |
120131 |
696.25 |
717.75 |
696.25 |
715.50 |
+18.00 |
9,725 |
53,828 |
-2,046 |
May12 |
120131 |
706.00 |
725.25 |
705.75 |
723.75 |
+17.50 |
3,849 |
24,528 |
+883 |
Jul12 |
120131 |
713.25 |
734.50 |
713.25 |
731.50 |
+17.75 |
4,610 |
41,607 |
-280 |
Sep12 |
120131 |
727.50 |
743.50 |
727.50 |
743.00 |
+17.00 |
576 |
9,525 |
+98 |
Dec12 |
120131 |
745.25 |
761.00 |
744.50 |
760.50 |
+16.50 |
596 |
13,184 |
+50 |
Mar13 |
120131 |
765.25 |
771.50 |
765.25 |
771.50 |
+15.50 |
3 |
494 |
+2 |
Total Volume and Open Interest |
19,366 |
143,551 |
-1,289 |
Wheat(MGE) |
Mar12 |
120131 |
818.00 |
834.50 |
816.00 |
827.75 |
+8.75 |
2,249 |
13,070 |
-108 |
May12 |
120131 |
805.00 |
821.50 |
802.25 |
815.25 |
+10.25 |
1,345 |
9,268 |
-246 |
Jul12 |
120131 |
796.00 |
810.00 |
796.00 |
804.75 |
+8.75 |
1,005 |
9,011 |
+206 |
Sep12 |
120131 |
770.25 |
784.50 |
770.25 |
781.00 |
+13.50 |
418 |
5,329 |
-63 |
Dec12 |
120131 |
777.00 |
791.75 |
777.00 |
789.25 |
+14.00 |
293 |
4,151 |
-77 |
Total Volume and Open Interest |
5,323 |
41,144 |
-282 |
Oats(CBOT) |
Mar12 |
120131 |
291.75 |
298.50 |
290.25 |
298.00 |
+6.00 |
323 |
9,002 |
+62 |
May12 |
120131 |
292.00 |
295.25 |
291.50 |
292.75 |
-1.00 |
92 |
3,605 |
+69 |
Jul12 |
120131 |
298.75 |
298.75 |
295.00 |
297.00 |
unch |
9 |
261 |
+3 |
Sep12 |
120131 |
302.50 |
302.50 |
302.00 |
302.00 |
-0.50 |
1 |
39 |
+1 |
Total Volume and Open Interest |
433 |
13,882 |
+142 |
Rough Rice(CBOT) |
Mar12 |
120131 |
14.48 |
14.54 |
13.99 |
14.00 |
-0.45 |
330 |
11,864 |
-9 |
May12 |
120131 |
14.77 |
14.77 |
14.26 |
14.27 |
-0.46 |
69 |
1,576 |
+56 |
Jul12 |
120131 |
14.90 |
14.90 |
14.54 |
14.54 |
-0.46 |
14 |
702 |
+3 |
Sep12 |
120131 |
14.55 |
14.85 |
14.50 |
14.50 |
-0.43 |
14 |
330 |
+11 |
Total Volume and Open Interest |
427 |
14,477 |
+61 |
Live Cattle(CME) |
Feb12 |
120131 |
123.900 |
125.150 |
123.785 |
124.850 |
+0.920 |
13,337 |
50,644 |
-2,973 |
Apr12 |
120131 |
127.750 |
128.950 |
127.635 |
128.575 |
+0.825 |
16,169 |
135,485 |
+1,229 |
Jun12 |
120131 |
126.830 |
128.000 |
126.800 |
127.785 |
+0.935 |
11,719 |
90,117 |
+1,681 |
Aug12 |
120131 |
128.500 |
129.575 |
128.450 |
129.285 |
+0.785 |
7,359 |
39,316 |
+1,387 |
Oct12 |
120131 |
131.350 |
132.400 |
131.325 |
132.380 |
+0.895 |
1,929 |
14,150 |
+537 |
Dec12 |
120131 |
132.000 |
132.950 |
132.000 |
132.935 |
+0.860 |
1,068 |
8,565 |
+226 |
Total Volume and Open Interest |
52,199 |
341,435 |
+2,411 |
Feeder Cattle(CME) |
Mar12 |
120131 |
154.380 |
155.800 |
154.350 |
155.535 |
+1.185 |
1,639 |
20,370 |
+197 |
Apr12 |
120131 |
156.450 |
157.700 |
156.435 |
157.630 |
+1.030 |
695 |
6,602 |
+97 |
May12 |
120131 |
157.550 |
158.500 |
157.550 |
158.325 |
+0.775 |
618 |
6,386 |
+70 |
Aug12 |
120131 |
158.825 |
159.950 |
158.825 |
159.935 |
+0.935 |
545 |
7,439 |
+140 |
Sep12 |
120131 |
158.700 |
159.600 |
158.700 |
159.600 |
+0.900 |
66 |
1,315 |
+0 |
Oct12 |
120131 |
158.750 |
159.600 |
158.750 |
159.600 |
+0.900 |
29 |
614 |
+6 |
Nov12 |
120131 |
158.400 |
159.600 |
158.400 |
159.600 |
+0.800 |
13 |
298 |
+10 |
Total Volume and Open Interest |
3,605 |
43,024 |
+520 |
Lean Hogs(CME) |
Feb12 |
120131 |
86.730 |
87.800 |
86.730 |
87.535 |
+1.085 |
10,203 |
22,901 |
-1,535 |
Apr12 |
120131 |
87.450 |
88.950 |
87.450 |
88.885 |
+1.735 |
16,115 |
96,899 |
+125 |
May12 |
120131 |
95.885 |
96.980 |
95.885 |
96.850 |
+0.815 |
117 |
2,634 |
-30 |
Jun12 |
120131 |
97.400 |
98.480 |
97.385 |
98.230 |
+1.195 |
5,558 |
61,417 |
+1,457 |
Jul12 |
120131 |
97.600 |
98.680 |
97.600 |
98.600 |
+1.100 |
1,467 |
17,259 |
+214 |
Aug12 |
120131 |
97.150 |
98.135 |
97.150 |
97.900 |
+0.865 |
1,760 |
21,135 |
+309 |
Oct12 |
120131 |
87.330 |
88.050 |
87.300 |
88.035 |
+0.705 |
1,124 |
16,854 |
+390 |
Dec12 |
120131 |
82.900 |
83.700 |
82.900 |
83.650 |
+0.650 |
603 |
9,288 |
+187 |
Total Volume and Open Interest |
37,254 |
251,813 |
+1,271 |
Class III Milk(CME) |
Jan12 |
120131 |
17.11 |
17.11 |
17.09 |
17.09 |
-0.01 |
85 |
4,309 |
+62 |
Feb12 |
120131 |
16.65 |
16.68 |
16.50 |
16.52 |
-0.16 |
277 |
5,366 |
+33 |
Mar12 |
120131 |
16.65 |
16.70 |
16.45 |
16.56 |
-0.14 |
281 |
5,495 |
+81 |
Apr12 |
120131 |
16.60 |
16.63 |
16.46 |
16.50 |
-0.13 |
91 |
3,274 |
+28 |
May12 |
120131 |
16.68 |
16.68 |
16.56 |
16.57 |
-0.11 |
30 |
2,931 |
-4 |
Total Volume and Open Interest |
931 |
33,772 |
+200 |
Cocoa(ICE) |
Mar12 |
120131 |
2280 |
2340 |
2277 |
2291 |
+11 |
12,993 |
66,819 |
+396 |
May12 |
120131 |
2320 |
2369 |
2310 |
2324 |
+14 |
6,162 |
36,884 |
+580 |
Jul12 |
120131 |
2345 |
2395 |
2337 |
2350 |
+14 |
4,313 |
24,699 |
+2,427 |
Sep12 |
120131 |
2372 |
2410 |
2357 |
2369 |
+14 |
775 |
15,261 |
+73 |
Dec12 |
120131 |
2392 |
2410 |
2374 |
2387 |
+15 |
636 |
15,258 |
+69 |
Mar13 |
120131 |
2440 |
2440 |
2401 |
2406 |
+16 |
246 |
6,814 |
+208 |
May13 |
120131 |
2443 |
2447 |
2425 |
2425 |
+17 |
81 |
2,600 |
+71 |
Total Volume and Open Interest |
25,206 |
169,281 |
+3,824 |
Coffee "C"(ICE) |
Mar12 |
120131 |
217.00 |
219.65 |
213.10 |
215.05 |
-1.55 |
9,709 |
55,096 |
+115 |
May12 |
120131 |
219.70 |
222.10 |
216.00 |
218.00 |
-1.45 |
3,949 |
30,843 |
+319 |
Jul12 |
120131 |
222.25 |
224.75 |
219.00 |
220.90 |
-1.35 |
1,310 |
16,441 |
-83 |
Sep12 |
120131 |
225.35 |
226.35 |
221.40 |
223.40 |
-1.30 |
275 |
7,955 |
-13 |
Dec12 |
120131 |
228.55 |
228.95 |
224.30 |
226.05 |
-1.35 |
81 |
7,545 |
+48 |
Mar13 |
120131 |
231.30 |
232.00 |
228.00 |
228.65 |
-1.35 |
29 |
1,120 |
+12 |
Total Volume and Open Interest |
15,357 |
119,618 |
+397 |
Orange Juice(ICE) |
Mar12 |
120131 |
212.15 |
213.20 |
209.90 |
210.00 |
+0.20 |
1,236 |
20,074 |
+36 |
May12 |
120131 |
204.50 |
204.50 |
202.25 |
203.40 |
+1.10 |
615 |
4,803 |
+63 |
Jul12 |
120131 |
195.20 |
195.20 |
195.20 |
195.20 |
+0.25 |
23 |
1,053 |
+2 |
Sep12 |
120131 |
190.50 |
190.50 |
190.50 |
190.50 |
+0.45 |
0 |
350 |
+0 |
Nov12 |
120131 |
182.05 |
182.05 |
182.05 |
182.05 |
+0.05 |
1 |
301 |
+0 |
Jan13 |
120131 |
180.20 |
180.20 |
180.20 |
180.20 |
+0.05 |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,875 |
26,590 |
+101 |
Sugar #11(ICE) |
Mar12 |
120131 |
24.00 |
24.21 |
23.61 |
23.64 |
-0.21 |
36,597 |
202,768 |
-3,430 |
May12 |
120131 |
23.37 |
23.56 |
23.06 |
23.09 |
-0.20 |
19,169 |
124,219 |
+3,567 |
Jul12 |
120131 |
22.90 |
23.07 |
22.61 |
22.64 |
-0.20 |
13,845 |
148,176 |
+4,879 |
Oct12 |
120131 |
23.23 |
23.36 |
22.99 |
23.03 |
-0.18 |
6,715 |
73,501 |
+413 |
Mar13 |
120131 |
23.90 |
24.00 |
23.67 |
23.74 |
-0.13 |
2,705 |
48,865 |
+733 |
Total Volume and Open Interest |
81,191 |
652,836 |
+6,464 |
London Cocoa(LCE) |
Mar12 |
120131 |
1495 |
1518 |
1484 |
1497 |
+8 |
6,648 |
65,279 |
+605 |
May12 |
120131 |
1508 |
1531 |
1498 |
1511 |
+7 |
3,904 |
23,645 |
-577 |
Jul12 |
120131 |
1523 |
1545 |
1512 |
1525 |
+7 |
1,865 |
31,280 |
-381 |
Sep12 |
120131 |
1533 |
1550 |
1523 |
1536 |
+8 |
1,034 |
23,917 |
-3 |
Dec12 |
120131 |
1540 |
1559 |
1528 |
1544 |
+10 |
1,292 |
18,552 |
+160 |
Mar13 |
120131 |
1559 |
1567 |
1553 |
1553 |
+11 |
174 |
10,221 |
-12 |
May13 |
120131 |
1559 |
1559 |
1559 |
1559 |
+10 |
38 |
5,655 |
+83 |
Total Volume and Open Interest |
15,004 |
180,250 |
-90 |
London Sugar(LCE) |
Mar12 |
120131 |
633.30 |
640.90 |
630.00 |
630.20 |
-4.00 |
3,335 |
27,447 |
-629 |
May12 |
120131 |
613.70 |
619.80 |
610.50 |
611.20 |
-3.70 |
2,452 |
19,838 |
+763 |
Aug12 |
120131 |
600.60 |
606.50 |
597.80 |
599.00 |
-3.30 |
824 |
15,833 |
-126 |
Oct12 |
120131 |
601.50 |
606.20 |
597.70 |
599.00 |
-3.30 |
587 |
5,637 |
+158 |
Dec12 |
120131 |
604.70 |
609.80 |
601.40 |
602.50 |
-3.10 |
283 |
1,880 |
-44 |
Total Volume and Open Interest |
7,649 |
73,330 |
+148 |
Cotton(ICE) |
Mar12 |
120131 |
94.62 |
95.29 |
93.11 |
93.25 |
-0.90 |
7,465 |
77,215 |
+375 |
May12 |
120131 |
95.00 |
95.94 |
94.40 |
94.51 |
-0.36 |
4,241 |
36,513 |
+215 |
Jul12 |
120131 |
95.40 |
96.64 |
95.40 |
95.61 |
unch |
1,506 |
34,639 |
+344 |
Oct12 |
120131 |
95.16 |
95.16 |
95.16 |
95.16 |
-0.12 |
0 |
89 |
+0 |
Dec12 |
120131 |
93.40 |
94.56 |
93.25 |
93.53 |
+0.09 |
733 |
17,420 |
+420 |
Mar13 |
120131 |
94.08 |
94.33 |
93.92 |
94.33 |
+0.50 |
73 |
617 |
+44 |
Total Volume and Open Interest |
14,029 |
167,490 |
+1,402 |
Lumber(CME) |
Mar12 |
120131 |
243.6 |
248.2 |
241.8 |
248.2 |
+10.0 |
665 |
6,785 |
+35 |
May12 |
120131 |
257.5 |
266.2 |
256.5 |
262.9 |
+6.0 |
294 |
2,267 |
+5 |
Jul12 |
120131 |
269.0 |
275.5 |
267.2 |
271.0 |
+5.5 |
143 |
561 |
+5 |
Sep12 |
120131 |
276.8 |
278.0 |
275.0 |
278.0 |
+4.3 |
163 |
285 |
+31 |
Total Volume and Open Interest |
1,266 |
9,932 |
+77 |
Crude Oil(NYM) |
Mar12 |
120131 |
98.88 |
101.29 |
97.86 |
98.48 |
-0.30 |
253,456 |
294,225 |
-2,083 |
Apr12 |
120131 |
99.36 |
101.59 |
98.25 |
98.85 |
-0.27 |
44,707 |
97,475 |
+2,481 |
May12 |
120131 |
99.80 |
101.90 |
98.70 |
99.27 |
-0.24 |
26,391 |
100,080 |
+1,376 |
Jun12 |
120131 |
100.13 |
102.21 |
99.05 |
99.64 |
-0.21 |
31,999 |
99,946 |
+698 |
Jul12 |
120131 |
101.27 |
102.31 |
99.35 |
99.90 |
-0.19 |
8,467 |
45,680 |
+1,172 |
Aug12 |
120131 |
100.71 |
102.37 |
99.67 |
100.04 |
-0.18 |
4,803 |
39,984 |
+558 |
Sep12 |
120131 |
100.92 |
102.12 |
99.56 |
100.12 |
-0.17 |
9,781 |
41,213 |
+302 |
Oct12 |
120131 |
101.36 |
101.60 |
100.18 |
100.18 |
-0.16 |
4,295 |
31,725 |
+232 |
Nov12 |
120131 |
100.96 |
102.05 |
100.17 |
100.24 |
-0.16 |
3,659 |
32,681 |
+134 |
Dec12 |
120131 |
101.20 |
102.40 |
99.71 |
100.28 |
-0.15 |
34,604 |
190,058 |
-1,523 |
Jan13 |
120131 |
101.38 |
101.63 |
100.17 |
100.19 |
-0.12 |
1,716 |
30,729 |
+69 |
Feb13 |
120131 |
100.07 |
100.07 |
100.07 |
100.07 |
-0.08 |
853 |
16,761 |
+90 |
Mar13 |
120131 |
99.93 |
99.93 |
99.93 |
99.93 |
-0.04 |
3,298 |
16,814 |
+1,237 |
Apr13 |
120131 |
99.73 |
99.73 |
99.73 |
99.73 |
-0.01 |
1,390 |
8,526 |
+714 |
May13 |
120131 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.02 |
345 |
8,280 |
-7 |
Jun13 |
120131 |
100.50 |
100.77 |
98.79 |
99.28 |
+0.05 |
4,947 |
49,977 |
+377 |
Total Volume and Open Interest |
457,462 |
1,374,669 |
+8,308 |
e-miNY Crude Oil(NYM) |
Jan12 |
111219 |
93.625 |
94.400 |
92.575 |
93.875 |
+0.350 |
5,418 |
1,100 |
-204 |
Feb12 |
120119 |
101.100 |
102.075 |
100.050 |
100.400 |
-0.200 |
6,357 |
1,305 |
-91 |
Mar12 |
120131 |
98.925 |
101.275 |
97.875 |
98.475 |
-0.300 |
7,332 |
1,906 |
+130 |
Apr12 |
120131 |
99.625 |
101.600 |
98.275 |
98.850 |
-0.275 |
214 |
299 |
+11 |
May12 |
120131 |
99.975 |
101.725 |
98.750 |
99.275 |
-0.225 |
20 |
158 |
+0 |
Jun12 |
120131 |
101.025 |
101.025 |
99.600 |
99.650 |
-0.200 |
5 |
34 |
+2 |
Jul12 |
120131 |
99.900 |
99.900 |
99.900 |
99.900 |
-0.200 |
0 |
9 |
+0 |
Aug12 |
120131 |
100.050 |
100.050 |
100.050 |
100.050 |
-0.175 |
0 |
8 |
+0 |
Sep12 |
120131 |
100.125 |
100.125 |
100.125 |
100.125 |
-0.175 |
0 |
1 |
+0 |
Oct12 |
120131 |
100.275 |
100.275 |
100.175 |
100.175 |
-0.175 |
0 |
9 |
+0 |
Total Volume and Open Interest |
7,571 |
2,646 |
+143 |
Heating Oil(NYM) |
Feb12 |
120131 |
307.06 |
310.40 |
305.50 |
306.28 |
+1.10 |
27,404 |
17,519 |
-7,964 |
Mar12 |
120131 |
303.82 |
309.00 |
303.82 |
305.09 |
+1.31 |
70,817 |
84,528 |
+5,075 |
Apr12 |
120131 |
302.23 |
306.78 |
301.62 |
302.89 |
+1.20 |
24,163 |
35,168 |
-628 |
May12 |
120131 |
300.21 |
304.67 |
299.50 |
300.74 |
+1.12 |
15,708 |
30,869 |
+816 |
Jun12 |
120131 |
300.40 |
303.29 |
298.07 |
299.25 |
+1.04 |
22,115 |
49,057 |
+235 |
Jul12 |
120131 |
300.60 |
302.29 |
297.97 |
298.99 |
+1.02 |
3,835 |
12,171 |
+404 |
Aug12 |
120131 |
300.52 |
302.44 |
297.91 |
299.12 |
+1.03 |
1,384 |
4,963 |
+57 |
Sep12 |
120131 |
300.66 |
302.40 |
298.40 |
299.54 |
+1.08 |
1,621 |
10,615 |
+506 |
Oct12 |
120131 |
303.07 |
303.23 |
299.50 |
300.15 |
+1.08 |
447 |
4,035 |
+28 |
Nov12 |
120131 |
300.39 |
301.20 |
299.61 |
300.77 |
+1.09 |
510 |
2,693 |
+28 |
Dec12 |
120131 |
302.40 |
304.95 |
300.35 |
301.33 |
+1.07 |
6,328 |
21,944 |
-383 |
Jan13 |
120131 |
301.83 |
302.49 |
301.83 |
301.83 |
+1.07 |
140 |
3,074 |
-45 |
Total Volume and Open Interest |
174,533 |
278,029 |
-1,830 |
Gasoline(NYMEX) |
Feb12 |
120131 |
288.76 |
290.69 |
287.49 |
288.74 |
+1.67 |
33,484 |
13,626 |
-5,126 |
Mar12 |
120131 |
287.75 |
291.06 |
287.50 |
289.09 |
+1.82 |
86,540 |
106,682 |
+6,752 |
Apr12 |
120131 |
300.22 |
302.65 |
298.89 |
300.43 |
+1.20 |
51,024 |
42,435 |
-3,906 |
May12 |
120131 |
298.29 |
300.86 |
297.20 |
298.79 |
+1.03 |
32,223 |
41,003 |
+2,009 |
Jun12 |
120131 |
296.05 |
297.91 |
294.07 |
295.62 |
+0.84 |
26,631 |
40,976 |
-60 |
Jul12 |
120131 |
293.40 |
293.99 |
290.16 |
291.81 |
+0.66 |
11,185 |
21,063 |
+352 |
Aug12 |
120131 |
287.80 |
290.50 |
287.00 |
287.93 |
+0.49 |
6,356 |
14,406 |
-73 |
Sep12 |
120131 |
285.38 |
285.65 |
282.62 |
283.74 |
+0.31 |
5,200 |
12,226 |
+354 |
Oct12 |
120131 |
270.00 |
270.00 |
268.08 |
269.23 |
+0.17 |
2,324 |
8,597 |
+348 |
Nov12 |
120131 |
264.52 |
265.52 |
264.35 |
265.52 |
+0.04 |
1,685 |
4,056 |
+5 |
Total Volume and Open Interest |
261,552 |
330,166 |
+1,198 |
e-miNY RBOB Gasoline(NYM) |
Mar12 |
120131 |
289.10 |
289.10 |
289.09 |
289.10 |
+1.80 |
|
|
|
Apr12 |
120131 |
300.40 |
300.43 |
300.40 |
300.40 |
+1.20 |
|
|
|
May12 |
120131 |
298.80 |
298.80 |
298.79 |
298.80 |
+1.00 |
|
|
|
Jun12 |
120131 |
295.60 |
295.62 |
295.60 |
295.60 |
+0.80 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Mar12 |
120131 |
2.689 |
2.689 |
2.453 |
2.503 |
-0.210 |
200,137 |
308,476 |
-487 |
Apr12 |
120131 |
2.770 |
2.782 |
2.596 |
2.638 |
-0.178 |
75,844 |
155,912 |
+3,777 |
May12 |
120131 |
2.850 |
2.870 |
2.699 |
2.738 |
-0.160 |
37,446 |
114,039 |
+5,561 |
Jun12 |
120131 |
2.908 |
2.924 |
2.771 |
2.808 |
-0.154 |
22,440 |
58,773 |
+3,210 |
Jul12 |
120131 |
2.973 |
2.997 |
2.831 |
2.867 |
-0.151 |
16,949 |
62,328 |
+176 |
Aug12 |
120131 |
2.991 |
2.991 |
2.854 |
2.891 |
-0.150 |
9,640 |
28,503 |
+1,812 |
Sep12 |
120131 |
2.999 |
3.009 |
2.865 |
2.900 |
-0.149 |
6,116 |
38,868 |
-6 |
Oct12 |
120131 |
3.041 |
3.081 |
2.915 |
2.947 |
-0.148 |
20,321 |
98,219 |
+2,794 |
Nov12 |
120131 |
3.205 |
3.225 |
3.070 |
3.098 |
-0.144 |
4,719 |
36,648 |
-47 |
Dec12 |
120131 |
3.476 |
3.496 |
3.345 |
3.376 |
-0.136 |
5,528 |
33,041 |
+103 |
Jan13 |
120131 |
3.604 |
3.604 |
3.474 |
3.504 |
-0.129 |
8,959 |
53,958 |
-375 |
Feb13 |
120131 |
3.598 |
3.598 |
3.483 |
3.509 |
-0.128 |
1,282 |
16,003 |
+214 |
Mar13 |
120131 |
3.505 |
3.505 |
3.457 |
3.482 |
-0.125 |
2,161 |
24,802 |
+355 |
Apr13 |
120131 |
3.517 |
3.517 |
3.412 |
3.440 |
-0.116 |
2,210 |
33,998 |
+11 |
May13 |
120131 |
3.451 |
3.473 |
3.436 |
3.464 |
-0.114 |
497 |
10,250 |
-15 |
Jun13 |
120131 |
3.480 |
3.504 |
3.465 |
3.496 |
-0.113 |
236 |
3,784 |
-11 |
Total Volume and Open Interest |
417,844 |
1,161,173 |
+7,845 |
Brent Crude Oil(ICE) |
Mar12 |
120131 |
110.98 |
113.90 |
110.50 |
110.98 |
+0.23 |
218,694 |
196,604 |
-1,633 |
Apr12 |
120131 |
110.69 |
113.48 |
110.21 |
110.69 |
+0.22 |
106,788 |
153,624 |
+641 |
May12 |
120131 |
110.70 |
113.00 |
109.99 |
110.47 |
+0.19 |
61,440 |
82,256 |
+3,843 |
Jun12 |
120131 |
110.33 |
112.66 |
109.77 |
110.25 |
+0.15 |
62,433 |
87,105 |
+2,702 |
Jul12 |
120131 |
110.18 |
112.25 |
109.59 |
109.99 |
+0.13 |
15,246 |
39,740 |
+1,381 |
Aug12 |
120131 |
109.94 |
111.56 |
109.23 |
109.66 |
+0.12 |
8,076 |
42,766 |
+451 |
Sep12 |
120131 |
109.54 |
111.65 |
108.79 |
109.25 |
+0.12 |
7,650 |
51,899 |
-162 |
Oct12 |
120131 |
109.18 |
111.28 |
108.43 |
108.88 |
+0.12 |
6,238 |
26,274 |
-245 |
Nov12 |
120131 |
108.93 |
110.95 |
108.11 |
108.57 |
+0.12 |
4,462 |
18,085 |
+60 |
Dec12 |
120131 |
108.56 |
110.62 |
107.74 |
108.26 |
+0.12 |
35,394 |
112,910 |
+225 |
Jan13 |
120131 |
108.38 |
108.38 |
107.91 |
107.91 |
+0.12 |
1,794 |
12,789 |
+179 |
Feb13 |
120131 |
107.56 |
107.56 |
107.56 |
107.56 |
+0.11 |
910 |
7,832 |
-18 |
Mar13 |
120131 |
107.25 |
107.25 |
107.25 |
107.25 |
+0.12 |
780 |
8,717 |
+440 |
Apr13 |
120131 |
106.85 |
106.85 |
106.85 |
106.85 |
+0.12 |
85 |
3,496 |
+2 |
Total Volume and Open Interest |
541,911 |
1,010,088 |
+8,802 |
Gas Oil(ICE) |
Feb12 |
120131 |
951.25 |
964.00 |
947.00 |
949.25 |
-3.50 |
37,480 |
79,955 |
-1,678 |
Mar12 |
120131 |
951.25 |
965.00 |
947.75 |
949.75 |
-3.25 |
90,770 |
127,544 |
+3,627 |
Apr12 |
120131 |
949.00 |
961.75 |
945.00 |
946.50 |
-3.25 |
44,430 |
59,521 |
+3,831 |
May12 |
120131 |
945.50 |
957.25 |
940.75 |
942.25 |
-3.25 |
26,732 |
45,869 |
-1,152 |
Jun12 |
120131 |
942.00 |
954.25 |
937.50 |
939.00 |
-3.00 |
30,255 |
47,367 |
-1,570 |
Jul12 |
120131 |
944.00 |
953.25 |
937.00 |
938.00 |
-2.50 |
10,815 |
26,533 |
+4,434 |
Aug12 |
120131 |
944.00 |
952.25 |
936.75 |
938.00 |
-2.25 |
4,821 |
19,899 |
+609 |
Sep12 |
120131 |
940.00 |
951.50 |
936.00 |
937.50 |
-2.00 |
5,595 |
18,921 |
+207 |
Oct12 |
120131 |
942.75 |
950.00 |
934.50 |
936.00 |
-2.00 |
2,901 |
12,905 |
-156 |
Nov12 |
120131 |
941.25 |
948.25 |
932.75 |
934.50 |
-1.75 |
2,024 |
8,560 |
+189 |
Total Volume and Open Interest |
266,457 |
529,399 |
+9,016 |
Ethanol(CBOT) |
Jan12 |
120105 |
2.195 |
2.195 |
2.185 |
2.185 |
-0.043 |
48 |
65 |
-37 |
Feb12 |
120131 |
2.145 |
2.181 |
2.140 |
2.167 |
+0.001 |
112 |
313 |
-4 |
Mar12 |
120131 |
2.209 |
2.211 |
2.181 |
2.192 |
+0.002 |
216 |
1,127 |
+12 |
Apr12 |
120131 |
2.226 |
2.236 |
2.210 |
2.227 |
+0.010 |
94 |
951 |
+20 |
May12 |
120131 |
2.261 |
2.263 |
2.240 |
2.250 |
+0.010 |
95 |
823 |
+16 |
Jun12 |
120131 |
2.274 |
2.274 |
2.274 |
2.274 |
+0.010 |
68 |
805 |
-35 |
Jul12 |
120131 |
2.298 |
2.298 |
2.280 |
2.289 |
+0.009 |
13 |
1,588 |
+3 |
Aug12 |
120131 |
2.282 |
2.286 |
2.268 |
2.275 |
+0.013 |
22 |
948 |
+8 |
Total Volume and Open Interest |
739 |
10,274 |
+47 |
WTI Crude Oil(ICE) |
Mar12 |
120131 |
99.21 |
101.28 |
97.87 |
98.48 |
-0.30 |
60,942 |
55,371 |
+2,831 |
Apr12 |
120131 |
99.35 |
101.58 |
98.22 |
98.85 |
-0.27 |
15,485 |
28,333 |
-491 |
May12 |
120131 |
100.03 |
101.88 |
98.67 |
99.27 |
-0.24 |
8,446 |
24,022 |
+1,906 |
Jun12 |
120131 |
100.56 |
102.16 |
99.10 |
99.64 |
-0.21 |
13,678 |
40,015 |
-283 |
Jul12 |
120131 |
100.60 |
102.33 |
99.36 |
99.90 |
-0.19 |
2,553 |
13,664 |
-106 |
Aug12 |
120131 |
101.38 |
102.30 |
99.51 |
100.04 |
-0.18 |
2,370 |
12,383 |
-401 |
Sep12 |
120131 |
100.88 |
102.17 |
99.59 |
100.12 |
-0.17 |
2,839 |
12,589 |
+110 |
Oct12 |
120131 |
100.93 |
102.19 |
99.67 |
100.18 |
-0.16 |
1,618 |
6,737 |
-250 |
Nov12 |
120131 |
101.67 |
102.16 |
99.74 |
100.24 |
-0.16 |
663 |
7,808 |
+62 |
Dec12 |
120131 |
101.01 |
102.39 |
99.71 |
100.28 |
-0.15 |
7,679 |
55,790 |
+1,518 |
Jan13 |
120131 |
100.19 |
100.19 |
100.19 |
100.19 |
-0.12 |
196 |
5,169 |
-13 |
Feb13 |
120131 |
100.07 |
100.07 |
100.07 |
100.07 |
-0.08 |
17 |
1,297 |
+4 |
Mar13 |
120131 |
99.93 |
99.93 |
99.93 |
99.93 |
-0.04 |
2 |
1,722 |
+0 |
Apr13 |
120131 |
99.73 |
99.73 |
99.73 |
99.73 |
-0.01 |
0 |
421 |
+0 |
May13 |
120131 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.02 |
0 |
571 |
+0 |
Jun13 |
120131 |
100.66 |
100.95 |
99.28 |
99.28 |
+0.05 |
122 |
15,866 |
-3 |
Total Volume and Open Interest |
118,623 |
353,239 |
+5,196 |
US Dollar Index(ICE) |
Mar12 |
120131 |
79.165 |
79.630 |
78.855 |
79.418 |
+0.115 |
28,700 |
56,710 |
-2,882 |
Jun12 |
120131 |
79.827 |
79.827 |
79.827 |
79.827 |
+0.165 |
0 |
558 |
+0 |
Sep12 |
120131 |
80.257 |
80.257 |
80.257 |
80.257 |
+0.195 |
|
|
|
Total Volume and Open Interest |
28,700 |
57,268 |
-2,882 |
Australian Dollar(CME) |
Mar12 |
120131 |
105.38 |
106.29 |
105.21 |
105.61 |
+0.22 |
120,912 |
150,539 |
+3,604 |
Jun12 |
120131 |
104.82 |
105.25 |
104.42 |
104.63 |
+0.21 |
6 |
561 |
+2 |
Sep12 |
120131 |
103.75 |
103.75 |
103.54 |
103.75 |
+0.21 |
0 |
110 |
+0 |
Total Volume and Open Interest |
120,918 |
151,218 |
+3,606 |
British Pound(CME) |
Mar12 |
120131 |
157.01 |
157.94 |
156.91 |
157.49 |
+0.57 |
100,109 |
191,717 |
+2,965 |
Jun12 |
120131 |
157.59 |
157.68 |
156.78 |
157.35 |
+0.57 |
54 |
191 |
-4 |
Sep12 |
120131 |
157.22 |
157.22 |
156.64 |
157.22 |
+0.58 |
0 |
3 |
+0 |
Total Volume and Open Interest |
100,163 |
191,914 |
+2,961 |
Canadian Dollar(CME) |
Mar12 |
120131 |
99.70 |
100.24 |
99.35 |
99.63 |
+0.03 |
81,730 |
113,413 |
+1,432 |
Jun12 |
120131 |
99.37 |
100.00 |
99.25 |
99.42 |
+0.02 |
74 |
3,455 |
+13 |
Sep12 |
120131 |
99.23 |
99.23 |
99.20 |
99.23 |
+0.03 |
3 |
1,496 |
+1 |
Dec12 |
120131 |
99.03 |
99.03 |
99.00 |
99.03 |
+0.03 |
11 |
554 |
+3 |
Total Volume and Open Interest |
81,818 |
118,958 |
+1,449 |
Japanese Yen(CME) |
Mar12 |
120131 |
131.03 |
131.40 |
130.92 |
131.34 |
+0.20 |
124,548 |
159,839 |
+11,575 |
Jun12 |
120131 |
131.12 |
131.50 |
131.10 |
131.50 |
+0.19 |
285 |
615 |
+66 |
Sep12 |
120131 |
131.70 |
131.70 |
131.50 |
131.70 |
+0.20 |
0 |
18 |
+0 |
Total Volume and Open Interest |
124,834 |
160,477 |
+11,642 |
Swiss Franc(CME) |
Mar12 |
120131 |
109.07 |
109.69 |
108.45 |
108.76 |
-0.21 |
35,764 |
40,207 |
+36 |
Jun12 |
120131 |
109.54 |
109.70 |
108.70 |
108.94 |
-0.20 |
1 |
66 |
+1 |
Sep12 |
120131 |
109.15 |
109.35 |
109.15 |
109.15 |
-0.20 |
0 |
5 |
+0 |
Total Volume and Open Interest |
35,765 |
40,279 |
+37 |
EuroFX(CME) |
Mar12 |
120131 |
131.43 |
132.16 |
130.43 |
130.86 |
-0.40 |
331,156 |
297,295 |
-5,056 |
Jun12 |
120131 |
131.55 |
132.17 |
130.50 |
130.92 |
-0.41 |
756 |
4,369 |
+394 |
Sep12 |
120131 |
131.01 |
131.41 |
131.01 |
131.01 |
-0.40 |
0 |
70 |
+0 |
Total Volume and Open Interest |
331,913 |
301,752 |
-4,663 |
Mexican Peso(CME) |
Feb12 |
120131 |
766.5 |
769.5 |
766.5 |
766.5 |
-3.0 |
0 |
930 |
+0 |
Mar12 |
120131 |
767.5 |
772.0 |
762.5 |
764.5 |
-3.0 |
35,809 |
147,249 |
+684 |
Total Volume and Open Interest |
36,061 |
148,789 |
+935 |
Brazilian Real(CME) |
Feb12 |
120131 |
575.00 |
575.00 |
571.50 |
575.00 |
+3.50 |
513 |
736 |
-7 |
Mar12 |
120131 |
568.30 |
571.85 |
565.65 |
567.95 |
+1.15 |
596 |
3,199 |
+457 |
Apr12 |
120131 |
564.80 |
564.80 |
564.80 |
564.80 |
+1.15 |
|
|
|
May12 |
120131 |
561.65 |
561.65 |
561.65 |
561.65 |
+1.15 |
|
|
|
Total Volume and Open Interest |
1,109 |
17,551 |
+450 |
30-Year T-Bonds(CBOT) |
Mar12 |
120131 |
144~140 |
145~150 |
143~280 |
145~140 |
+0~260 |
327,172 |
615,327 |
+1,041 |
Jun12 |
120131 |
142~310 |
144~000 |
142~200 |
144~000 |
+0~260 |
708 |
2,416 |
+186 |
Sep12 |
120131 |
142~280 |
142~280 |
142~020 |
142~280 |
+0~260 |
|
|
|
Total Volume and Open Interest |
327,880 |
617,743 |
+1,227 |
10-Year T-Notes(CBOT) |
Mar12 |
120131 |
132~000 |
132~110 |
131~220 |
132~080 |
+0~070 |
1,085,497 |
1,752,960 |
+37,111 |
Jun12 |
120131 |
131~255 |
132~050 |
131~210 |
132~030 |
+0~075 |
2,839 |
4,356 |
+709 |
Sep12 |
120131 |
131~080 |
131~080 |
131~080 |
131~080 |
+0~075 |
|
|
|
Total Volume and Open Interest |
1,088,337 |
1,757,317 |
+37,821 |
5-Year T-Notes(CBOT) |
Mar12 |
120131 |
123~123 |
124~012 |
123~107 |
124~006 |
+0~010 |
470,724 |
1,500,936 |
+7,475 |
Jun12 |
120131 |
123~120 |
123~123 |
123~112 |
123~123 |
+0~011 |
343 |
1,357 |
+245 |
Sep12 |
120131 |
123~019 |
123~019 |
123~008 |
123~019 |
+0~011 |
|
|
|
Total Volume and Open Interest |
471,067 |
1,502,293 |
+7,720 |
2 Year T-Notes(CBOT) |
Mar12 |
120131 |
110~051 |
110~051 |
110~045 |
110~048 |
-0~003 |
131,606 |
897,605 |
+16,292 |
Jun12 |
120131 |
110~041 |
110~044 |
110~041 |
110~041 |
-0~003 |
422 |
3,923 |
+417 |
Sep12 |
120131 |
109~107 |
109~110 |
109~107 |
109~107 |
-0~003 |
|
|
|
Total Volume and Open Interest |
132,028 |
901,528 |
+16,709 |
Eurodollars(CME) |
Mar12 |
120131 |
99.525 |
99.555 |
99.525 |
99.545 |
+0.020 |
138,227 |
976,508 |
-3,645 |
Jun12 |
120131 |
99.510 |
99.550 |
99.510 |
99.540 |
+0.025 |
153,262 |
999,036 |
+4,829 |
Sep12 |
120131 |
99.490 |
99.530 |
99.485 |
99.520 |
+0.030 |
173,975 |
734,497 |
+15,598 |
Dec12 |
120131 |
99.470 |
99.510 |
99.465 |
99.500 |
+0.035 |
158,292 |
812,813 |
+8,164 |
Mar13 |
120131 |
99.470 |
99.505 |
99.460 |
99.495 |
+0.030 |
121,967 |
740,737 |
+7,666 |
Jun13 |
120131 |
99.455 |
99.490 |
99.445 |
99.475 |
+0.025 |
110,422 |
578,116 |
+403 |
Sep13 |
120131 |
99.420 |
99.460 |
99.415 |
99.445 |
+0.025 |
93,115 |
568,932 |
-4,791 |
Dec13 |
120131 |
99.375 |
99.415 |
99.365 |
99.400 |
+0.025 |
99,976 |
559,278 |
+4,613 |
Mar14 |
120131 |
99.320 |
99.365 |
99.305 |
99.345 |
+0.030 |
95,539 |
411,618 |
+7,339 |
Jun14 |
120131 |
99.225 |
99.275 |
99.205 |
99.255 |
+0.030 |
103,850 |
314,594 |
-3,419 |
Sep14 |
120131 |
99.105 |
99.165 |
99.085 |
99.145 |
+0.035 |
71,695 |
226,202 |
+848 |
Dec14 |
120131 |
98.955 |
99.020 |
98.935 |
99.000 |
+0.040 |
71,694 |
276,630 |
-70 |
Mar15 |
120131 |
98.800 |
98.865 |
98.775 |
98.850 |
+0.045 |
42,755 |
179,033 |
+4,893 |
Jun15 |
120131 |
0.321 |
0.396 |
0.296 |
0.381 |
+0.050 |
51,878 |
130,277 |
+13,910 |
Sep15 |
120131 |
0.146 |
0.231 |
0.121 |
0.211 |
+0.055 |
23,770 |
81,312 |
+2,808 |
Dec15 |
120131 |
6.520 |
0.056 |
6.490 |
0.036 |
-6.494 |
24,959 |
104,991 |
+3,600 |
Mar16 |
120131 |
6.365 |
6.460 |
6.345 |
6.445 |
+0.065 |
11,042 |
50,419 |
+155 |
Jun16 |
120131 |
6.210 |
6.315 |
6.185 |
6.295 |
+0.070 |
10,418 |
45,607 |
+811 |
Total Volume and Open Interest |
1,587,007 |
8,039,861 |
+67,820 |
30 Day Federal Funds(CBOT) |
Jan12 |
120131 |
99.918 |
99.920 |
99.918 |
99.918 |
unch |
1,831 |
66,400 |
-395 |
Feb12 |
120131 |
99.915 |
99.915 |
99.905 |
99.910 |
-0.005 |
856 |
57,673 |
+3 |
Mar12 |
120131 |
99.910 |
99.910 |
99.900 |
99.905 |
-0.005 |
1,207 |
36,595 |
+786 |
Apr12 |
120131 |
99.905 |
99.905 |
99.900 |
99.905 |
unch |
1,441 |
36,584 |
+253 |
May12 |
120131 |
99.900 |
99.905 |
99.895 |
99.900 |
unch |
700 |
42,914 |
+26 |
Jun12 |
120131 |
99.905 |
99.905 |
99.900 |
99.900 |
unch |
510 |
30,235 |
+160 |
Total Volume and Open Interest |
12,849 |
536,716 |
+2,234 |
30 Day Fed Funds(e-CBOT) |
3-Mth Euro-Yen(CME) |
Mar12 |
120131 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
0 |
40 |
+0 |
Jun12 |
120131 |
99.665 |
99.665 |
99.665 |
99.665 |
unch |
|
|
|
Sep12 |
120131 |
99.662 |
99.662 |
99.662 |
99.662 |
unch |
|
|
|
Dec12 |
120131 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
Mar13 |
120131 |
99.655 |
99.655 |
99.655 |
99.655 |
unch |
|
|
|
Jun13 |
120131 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Sep13 |
120131 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Dec13 |
120131 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
|
|
|
Mar14 |
120131 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun14 |
120131 |
99.360 |
99.360 |
99.360 |
99.360 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
40 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar12 |
120131 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,841 |
+0 |
Jun12 |
120131 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,440 |
+0 |
Sep12 |
120131 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
711 |
+0 |
Dec12 |
120131 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
115 |
+0 |
Mar13 |
120131 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
131 |
-2 |
Jun13 |
120131 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
9 |
218 |
+9 |
Sep13 |
120131 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
325 |
+0 |
Dec13 |
120131 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
279 |
+0 |
Total Volume and Open Interest |
9 |
5,060 |
+7 |
Japanese Gov't Bonds(SGX) |
Mar12 |
120131 |
142.67 |
142.74 |
142.57 |
142.58 |
-0.07 |
5,014 |
26,007 |
+562 |
Jun12 |
120131 |
141.96 |
141.96 |
141.96 |
141.96 |
-0.07 |
0 |
2 |
+0 |
Sep12 |
120131 |
139.87 |
139.87 |
139.87 |
139.87 |
-0.07 |
0 |
5 |
+0 |
Total Volume and Open Interest |
5,014 |
26,018 |
+562 |
Euro-Bund(EUREX) |
Mar12 |
120131 |
139.59 |
139.89 |
139.08 |
139.72 |
+0.05 |
637,797 |
858,991 |
+7,049 |
Jun12 |
120131 |
137.70 |
138.10 |
137.46 |
138.00 |
+0.05 |
171 |
4,348 |
+146 |
Sep12 |
120131 |
137.92 |
137.92 |
137.92 |
137.92 |
+0.05 |
87 |
1 |
+0 |
Total Volume and Open Interest |
638,055 |
863,340 |
+7,195 |
Euro-Bobl(EUREX) |
Mar12 |
120131 |
125.48 |
125.70 |
125.29 |
125.62 |
+0.14 |
335,304 |
696,600 |
+1,494 |
Jun12 |
120131 |
124.02 |
124.02 |
124.02 |
124.02 |
+0.14 |
1 |
10,063 |
+0 |
Sep12 |
120131 |
123.92 |
123.92 |
123.92 |
123.92 |
+0.14 |
0 |
4 |
+0 |
Total Volume and Open Interest |
335,305 |
706,667 |
+1,494 |
3-Mth Euribor(EUREX) |
Mar12 |
120131 |
99.115 |
99.115 |
99.115 |
99.115 |
+0.055 |
273 |
1,856 |
+100 |
Jun12 |
120131 |
99.230 |
99.230 |
99.230 |
99.230 |
+0.075 |
400 |
1,105 |
-95 |
Sep12 |
120131 |
99.260 |
99.260 |
99.260 |
99.260 |
+0.070 |
500 |
1,193 |
+195 |
Total Volume and Open Interest |
1,403 |
6,687 |
+230 |
Long Gilt(LIFFE) |
Mar12 |
120131 |
116~28 |
117~09 |
116~16 |
117~08 |
+0~08 |
116,521 |
314,948 |
-9,474 |
Jun12 |
120131 |
116~08 |
116~08 |
116~08 |
116~08 |
+0~08 |
2 |
89 |
+0 |
Total Volume and Open Interest |
116,523 |
315,037 |
-9,474 |
3-Mth Short Sterling(LIFFE) |
Mar12 |
120131 |
98.99 |
99.02 |
98.98 |
99.01 |
+0.02 |
21,243 |
331,817 |
-4,796 |
Jun12 |
120131 |
99.04 |
99.07 |
99.03 |
99.06 |
+0.02 |
29,622 |
248,814 |
-3,189 |
Sep12 |
120131 |
99.08 |
99.11 |
99.07 |
99.10 |
+0.02 |
36,693 |
307,776 |
+1,646 |
Dec12 |
120131 |
99.09 |
99.13 |
99.08 |
99.12 |
+0.03 |
33,906 |
254,819 |
-124 |
Mar13 |
120131 |
99.11 |
99.14 |
99.10 |
99.13 |
+0.03 |
32,036 |
295,982 |
-2,411 |
Jun13 |
120131 |
99.09 |
99.11 |
99.07 |
99.11 |
+0.02 |
27,883 |
230,898 |
+702 |
Total Volume and Open Interest |
288,244 |
2,161,356 |
-4,288 |
3-Mth Euribor(LIFFE) |
Mar12 |
120131 |
99.060 |
99.130 |
99.060 |
99.120 |
+0.060 |
67,899 |
552,939 |
-2,855 |
Jun12 |
120131 |
99.160 |
99.250 |
99.160 |
99.230 |
+0.070 |
76,037 |
500,437 |
-7,990 |
Sep12 |
120131 |
99.190 |
99.280 |
99.190 |
99.260 |
+0.070 |
54,376 |
451,116 |
-5,030 |
Total Volume and Open Interest |
405,429 |
3,415,824 |
-16,653 |
3-Mth Aus T-Bills(SFE) |
Mar12 |
120131 |
95.86 |
95.88 |
95.85 |
95.87 |
unch |
15,658 |
222,482 |
+3,700 |
Jun12 |
120131 |
96.18 |
96.22 |
96.16 |
96.20 |
+0.02 |
18,876 |
173,801 |
+2,869 |
Sep12 |
120131 |
96.30 |
96.35 |
96.28 |
96.33 |
+0.03 |
8,424 |
120,557 |
+783 |
Dec12 |
120131 |
96.30 |
96.34 |
96.29 |
96.32 |
+0.03 |
2,920 |
80,510 |
+760 |
Mar13 |
120131 |
96.26 |
96.31 |
96.25 |
96.28 |
+0.02 |
921 |
51,538 |
+265 |
Jun13 |
120131 |
96.21 |
96.26 |
96.21 |
96.23 |
+0.03 |
602 |
53,884 |
+434 |
Sep13 |
120131 |
96.15 |
96.21 |
96.15 |
96.18 |
+0.04 |
309 |
32,195 |
-12 |
Dec13 |
120131 |
96.07 |
96.16 |
96.07 |
96.12 |
+0.05 |
560 |
24,359 |
+90 |
Mar14 |
120131 |
95.99 |
96.06 |
95.99 |
96.06 |
+0.05 |
70 |
2,696 |
+49 |
Jun14 |
120131 |
95.88 |
95.98 |
95.88 |
95.98 |
+0.06 |
0 |
467 |
+0 |
Total Volume and Open Interest |
48,340 |
762,672 |
+8,938 |
10-Year Aus T-Bonds(SFE) |
Mar12 |
120131 |
96.20 |
96.24 |
96.18 |
96.23 |
+0.03 |
48,825 |
366,629 |
+12,714 |
Jun12 |
120131 |
96.23 |
96.23 |
96.23 |
96.23 |
+0.03 |
|
|
|
Total Volume and Open Interest |
48,825 |
366,629 |
+12,714 |
3-Year Aus T-Bonds(SFE) |
Mar12 |
120131 |
96.83 |
96.87 |
96.82 |
96.86 |
+0.04 |
113,511 |
442,364 |
+25,959 |
Jun12 |
120131 |
96.86 |
96.86 |
96.86 |
96.86 |
+0.04 |
|
|
|
Total Volume and Open Interest |
113,511 |
442,364 |
+25,959 |
Gold(CMX) |
Feb12 |
120131 |
1731.7 |
1747.7 |
1725.0 |
1737.8 |
+6.8 |
175,023 |
29,103 |
-46,602 |
Apr12 |
120131 |
1734.4 |
1750.6 |
1727.0 |
1740.4 |
+6.0 |
149,457 |
213,997 |
+38,692 |
Jun12 |
120131 |
1738.1 |
1753.1 |
1730.0 |
1743.3 |
+5.9 |
14,950 |
55,914 |
+2,569 |
Aug12 |
120131 |
1740.7 |
1753.7 |
1740.4 |
1745.8 |
+5.9 |
2,020 |
17,709 |
+452 |
Oct12 |
120131 |
1742.8 |
1755.8 |
1740.3 |
1748.1 |
+5.9 |
716 |
12,140 |
+510 |
Dec12 |
120131 |
1747.8 |
1760.0 |
1742.8 |
1750.4 |
+5.8 |
438 |
27,523 |
+156 |
Feb13 |
120131 |
1756.0 |
1761.0 |
1747.0 |
1752.5 |
+5.7 |
647 |
11,909 |
+410 |
Apr13 |
120131 |
1754.9 |
1754.9 |
1754.9 |
1754.9 |
+5.8 |
1 |
2,759 |
+0 |
Jun13 |
120131 |
1757.7 |
1757.7 |
1757.7 |
1757.7 |
+5.6 |
2 |
11,444 |
+0 |
Aug13 |
120131 |
1760.7 |
1760.7 |
1760.7 |
1760.7 |
+5.6 |
1 |
155 |
+0 |
Oct13 |
120131 |
1763.7 |
1763.7 |
1763.7 |
1763.7 |
+5.5 |
1 |
1 |
+1 |
Dec13 |
120131 |
1767.1 |
1767.1 |
1767.1 |
1767.1 |
+5.4 |
18 |
11,125 |
-1 |
Total Volume and Open Interest |
344,697 |
430,159 |
-3,551 |
Silver(CMX) |
Mar12 |
120131 |
3355.0 |
3413.0 |
3293.0 |
3326.2 |
-26.5 |
32,296 |
49,053 |
-523 |
May12 |
120131 |
3373.5 |
3411.0 |
3301.5 |
3331.9 |
-26.4 |
1,736 |
12,108 |
+160 |
Jul12 |
120131 |
3362.5 |
3410.0 |
3312.0 |
3336.4 |
-26.4 |
399 |
5,984 |
+165 |
Sep12 |
120131 |
3384.0 |
3384.0 |
3312.5 |
3339.2 |
-26.4 |
18 |
3,341 |
+15 |
Dec12 |
120131 |
3369.0 |
3417.5 |
3314.0 |
3342.8 |
-26.5 |
183 |
13,997 |
+53 |
Mar13 |
120131 |
3406.0 |
3406.0 |
3342.6 |
3342.6 |
-26.1 |
4 |
1,363 |
+3 |
May13 |
120131 |
3341.7 |
3341.7 |
3341.7 |
3341.7 |
-25.7 |
0 |
1,085 |
+0 |
Total Volume and Open Interest |
34,847 |
101,885 |
-121 |
Platinum(NYMEX) |
Apr12 |
120131 |
1616.3 |
1633.0 |
1583.0 |
1588.1 |
-28.2 |
5,480 |
43,557 |
+257 |
Jul12 |
120131 |
1629.6 |
1634.8 |
1590.7 |
1591.6 |
-28.4 |
46 |
1,698 |
+27 |
Oct12 |
120131 |
1602.8 |
1603.0 |
1594.8 |
1594.8 |
-28.1 |
10 |
148 |
+9 |
Jan13 |
120131 |
1597.8 |
1597.8 |
1597.8 |
1597.8 |
-28.1 |
0 |
3 |
+0 |
Total Volume and Open Interest |
5,536 |
45,406 |
+267 |
Palladium(NYMEX) |
Mar12 |
120131 |
33.04 |
41.59 |
28.79 |
30.99 |
-2.15 |
2,904 |
18,162 |
+217 |
Jun12 |
120131 |
34.94 |
34.94 |
32.49 |
32.69 |
-2.15 |
59 |
918 |
+59 |
Sep12 |
120131 |
34.04 |
34.04 |
34.04 |
34.04 |
-2.15 |
0 |
157 |
+0 |
Total Volume and Open Interest |
2,963 |
19,237 |
+275 |
Copper(CMX) |
Mar12 |
120131 |
383.15 |
387.60 |
376.50 |
379.00 |
-3.65 |
42,771 |
71,731 |
+654 |
May12 |
120131 |
384.95 |
388.55 |
378.00 |
380.10 |
-3.60 |
3,447 |
29,680 |
+892 |
Jul12 |
120131 |
385.20 |
389.45 |
379.45 |
381.15 |
-3.55 |
1,365 |
25,271 |
+223 |
Sep12 |
120131 |
387.45 |
390.00 |
380.40 |
381.85 |
-3.45 |
225 |
3,829 |
+17 |
Dec12 |
120131 |
388.05 |
390.40 |
381.00 |
382.55 |
-3.35 |
791 |
6,159 |
+393 |
Total Volume and Open Interest |
49,288 |
147,752 |
+1,919 |
DJIA Index(CBOT) |
Mar12 |
120131 |
12604 |
12679 |
12523 |
12577 |
-25 |
285 |
11,163 |
+1 |
Jun12 |
120131 |
12499 |
12532 |
12499 |
12507 |
-25 |
0 |
283 |
+0 |
Sep12 |
120131 |
12444 |
12469 |
12444 |
12444 |
-25 |
|
|
|
Dec12 |
120131 |
12367 |
12392 |
12367 |
12367 |
-25 |
|
|
|
Total Volume and Open Interest |
285 |
11,446 |
+1 |
E-mini DJIA Index(CBOT) |
Mar12 |
120131 |
12609 |
12683 |
12511 |
12577 |
-25 |
97,066 |
103,163 |
-351 |
Jun12 |
120131 |
12571 |
12571 |
12494 |
12507 |
-25 |
3 |
64 |
-1 |
Sep12 |
120131 |
12444 |
12444 |
12444 |
12444 |
-25 |
0 |
12 |
+0 |
Dec12 |
120131 |
12367 |
12367 |
12367 |
12367 |
-25 |
0 |
2 |
+0 |
Total Volume and Open Interest |
97,069 |
103,241 |
-352 |
S & P 500(CME) |
Mar12 |
120131 |
1309.60 |
1317.50 |
1302.50 |
1308.20 |
-0.70 |
9,744 |
248,138 |
-12,856 |
Jun12 |
120131 |
1302.50 |
1310.30 |
1299.30 |
1302.50 |
-0.80 |
2 |
2,886 |
+2 |
Sep12 |
120131 |
1298.50 |
1304.10 |
1293.10 |
1296.30 |
-0.80 |
0 |
1,091 |
+0 |
Dec12 |
120131 |
1290.20 |
1298.00 |
1287.00 |
1290.20 |
-0.80 |
0 |
226 |
+0 |
Total Volume and Open Interest |
9,746 |
252,341 |
-12,854 |
S & P 500 E-Mini(Globex) |
Mar12 |
120131 |
1309.00 |
1317.50 |
1302.25 |
1308.25 |
-0.75 |
1,730,821 |
2,630,855 |
-70,069 |
Jun12 |
120131 |
1304.00 |
1311.50 |
1296.50 |
1302.50 |
-0.75 |
1,073 |
46,674 |
-90 |
Total Volume and Open Interest |
1,731,900 |
2,677,872 |
-70,159 |
NASDAQ 100(CME) |
Mar12 |
120131 |
2464.50 |
2479.00 |
2448.00 |
2464.30 |
+2.30 |
2,026 |
14,605 |
-1,837 |
Jun12 |
120131 |
2459.00 |
2462.00 |
2448.00 |
2459.00 |
+2.20 |
|
|
|
Sep12 |
120131 |
2456.50 |
2456.50 |
2448.80 |
2456.50 |
+2.20 |
|
|
|
Total Volume and Open Interest |
2,026 |
14,605 |
-1,837 |
NASDAQ 100 E-Mini(Globex) |
Mar12 |
120131 |
2462.30 |
2478.50 |
2448.80 |
2464.30 |
+2.30 |
169,927 |
378,167 |
-3,300 |
Jun12 |
120131 |
2464.50 |
2467.80 |
2448.00 |
2459.00 |
+2.20 |
7 |
192 |
-1 |
Total Volume and Open Interest |
169,935 |
378,365 |
-3,300 |
S & P Midcap 400(CME) |
Mar12 |
120131 |
931.50 |
934.90 |
931.00 |
934.90 |
-0.10 |
91 |
1,626 |
-55 |
Jun12 |
120131 |
932.50 |
932.50 |
929.00 |
932.50 |
-0.50 |
|
|
|
Sep12 |
120131 |
930.50 |
930.50 |
927.00 |
930.50 |
-0.50 |
|
|
|
Total Volume and Open Interest |
91 |
1,626 |
-55 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar12 |
120131 |
8775 |
8840 |
8770 |
8810 |
+40 |
3,460 |
23,015 |
-189 |
Jun12 |
120131 |
8750 |
8750 |
8710 |
8750 |
+40 |
1 |
43 |
+0 |
Total Volume and Open Interest |
3,461 |
23,058 |
-189 |
Nikkei 225(SGX) |
Mar12 |
120131 |
8790 |
8835 |
8740 |
8800 |
unch |
99,836 |
204,589 |
+2,909 |
Jun12 |
120131 |
8735 |
8735 |
8715 |
8725 |
+5 |
2,018 |
6,625 |
+2,008 |
Sep12 |
120131 |
8720 |
8720 |
8720 |
8720 |
unch |
0 |
30 |
+0 |
Total Volume and Open Interest |
105,099 |
222,810 |
+7,961 |
CAC 40(EURONEXT) |
Feb12 |
120131 |
3286.0 |
3325.5 |
3285.0 |
3302.5 |
+39.5 |
86,043 |
288,259 |
+3,185 |
Mar12 |
120131 |
3294.5 |
3325.0 |
3290.0 |
3303.5 |
+39.5 |
466 |
25,360 |
-269 |
Apr12 |
120131 |
3303.0 |
3309.0 |
3291.5 |
3297.5 |
+39.0 |
8 |
0 |
+0 |
Total Volume and Open Interest |
86,517 |
313,674 |
+2,916 |
Hang Seng Index(HKFE) |
Jan12 |
120130 |
20503 |
20503 |
20343 |
20343 |
-251 |
85,645 |
55,876 |
-15,326 |
Feb12 |
120131 |
20345 |
20514 |
20265 |
20357 |
+97 |
49,911 |
76,335 |
+25,553 |
Mar12 |
120131 |
20274 |
20452 |
20207 |
20303 |
+104 |
1,021 |
5,884 |
+2 |
Total Volume and Open Interest |
125,130 |
118,197 |
+3,217 |
DAX(EUREX) |
Mar12 |
120131 |
6484.0 |
6538.0 |
6453.5 |
6468.5 |
+17.5 |
141,730 |
162,246 |
+1,814 |
Jun12 |
120131 |
6503.0 |
6550.5 |
6468.0 |
6481.5 |
+17.5 |
585 |
5,301 |
-49 |
Sep12 |
120131 |
6531.0 |
6533.0 |
6489.5 |
6489.5 |
+17.0 |
11 |
484 |
-1 |
Total Volume and Open Interest |
142,326 |
168,031 |
+1,764 |
FT-SE 100(EURONEXT) |
Mar12 |
120131 |
5653.00 |
5689.50 |
5638.00 |
5644.50 |
+20.00 |
95,012 |
631,766 |
-4,692 |
Jun12 |
120131 |
5613.00 |
5613.00 |
5594.50 |
5596.00 |
+20.00 |
28 |
7,373 |
-11 |
Sep12 |
120131 |
5563.50 |
5563.50 |
5563.50 |
5563.50 |
+20.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
95,040 |
639,149 |
-4,703 |
SPI 200(SFE) |
Mar12 |
120131 |
4243.0 |
4257.0 |
4211.0 |
4226.0 |
-19.0 |
27,178 |
185,090 |
-1,279 |
Jun12 |
120131 |
4249.0 |
4252.0 |
4237.0 |
4237.0 |
-19.0 |
10 |
2,160 |
+7 |
Sep12 |
120131 |
4218.0 |
4218.0 |
4202.0 |
4202.0 |
-18.0 |
44 |
1,329 |
+4 |
Total Volume and Open Interest |
27,781 |
190,478 |
-1,044 |
GSCI(CME) |
Feb12 |
120131 |
667.00 |
670.00 |
658.50 |
661.75 |
-0.05 |
137 |
10,169 |
-4 |
Mar12 |
120131 |
669.90 |
673.00 |
661.50 |
664.75 |
-0.05 |
6 |
7 |
+4 |
Apr12 |
120131 |
666.25 |
674.50 |
663.00 |
666.25 |
-0.05 |
|
|
|
Total Volume and Open Interest |
143 |
10,176 |
+0 |
Reuters CCI(ICE) |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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